粒子滤波的原理和实现-渥太华大学课件.pptVIP

12 Nov 2004 SPOT presentation, University of Ottawa, 12 Nov 2004 Theory and Implementation of Particle Filters Miodrag Bolic Assistant Professor School of Information Technology and Engineering University of Ottawa mbolic@site.uottawa.ca Big picture Goal: Estimate a stochastic process given some noisy observations Concepts: Bayesian filtering Monte Carlo sampling Particle filtering operations Particle filter is a technique for implementing recursive Bayesian filter by Monte Carlo sampling The idea: represent the posterior density by a set of random particles with associated weights. Comput